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Hi Fred,
what changes would I need to do for achieving the following:
- Always enter today at Close and
- Exit the next day at Close
- 3 (or up to 3) Long positions (ie. trades) per day
And: what is the purpose of the Optimization done therein?
Which optimal parameters are sought?
BTW: I discovered that using relative paths works too;
relative to the AB directory, fe:
tRankCSV = "ABTool/Work/PT-Rank.CSV";
tTradCSV = "ABTool/Work/PT-Trad.CSV";
tAcctCSV = "ABTool/Work/PT-Acct.CSV";
tOptiCSV = "ABTool/Work/PT-Opti.CSV";
and
#include "AFL/@xxxxxxxxxxxxxxxxx"
Thank you for this interessting application.
UM
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 04, 2003 4:08 PM
Subject: [amibroker] A new beta test version of a new PORTFOLIO TRADING module (AFL)
> To All,
>
> An Invitation to beta test a new Portfolio Scoring / Ranking /
> trading / Equity Curve Evaluation / Optimization module written in
> AFL w/the use of ABTool Plugin which has been posted in the files
> section as PT-0100.zip
>
> Please read the word documentation and see the accompanying Excel
> spreadsheets and Screen Captures contained in the zip.
>
> I suspect the FastTrack / Trade folks have some idea of how to
> utilize this.
>
> Although I have made every effort to thoroughly test the code there
> are undoubtedly combinations of things I've missed. I will do my
> best to support what I have contributed but it will be on a as I have
> time basis.
>
> Thanks,
>
> Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, amibroker@xxxxxxxxxxxxxxx wrote:
> >
> > Hello,
> >
> > This email message is a notification to let you know that
> > a file has been uploaded to the Files area of the amibroker
> > group.
> >
> > File : /PT-0100.zip
> > Uploaded by : fctonetti <fctonetti@xxxx>
> > Description : A beta test of a PORTFOLIO TRADING module (AFL)
> >
> > You can access this file at the URL
> >
> > http://groups.yahoo.com/group/amibroker/files/PT-0100.zip
> >
> > To learn more about file sharing for your group, please visit
> >
> > http://help.yahoo.com/help/us/groups/files
> >
> > Regards,
> >
> > fctonetti <fctonetti@xxxx>
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